In edxu96/MatrixTSA: Tidy Multivariate (Non)Linear Dynamic Systems

# Clear variables
rm(list=ls())
library(knitr)
source('LinearStocSystem_EDXU.R')
source("Data.R")

Question 3.4, ARIMAX Model

ARIMA Model of External Temperature

mod_1 <- arima(dat.f$tempExternal, order = c(0, 1, 0), include.mean = F)
mod_1
plotTimeSeriesResidual(mod_1, num_lag = 100, "ARIMA Model 1 of External Temperature")

mod_1.1 <- arima(mod_1$residuals, order = c(0, 0, 1), include.mean = T)
mod_1.1
plotTimeSeriesResidual(mod_1.1, num_lag = 100, "ARIMA Model 1.1 of External Temperature")

mod_1.1.1 <- arima(mod_1.1$residuals, order = c(0, 0, 0), seasonal = list(order = c(0, 0, 1), period = 48), 
                   include.mean = F)
mod_1.1.1
plotTimeSeriesResidual(mod_1.1.1, num_lag = 100, "ARIMA Model 1.1.1 of External Temperature")